| Presentation | 2020-03-01 Online Learning for A Repeated Markovian Game with 2 States Shangtong Wang, Shuji Kijima, |
|---|---|
| PDF Download Page |  PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We consider a new problem of learning in repeated games. In our model, the players play on one of the several game matrices $M_1,M_2,... in mathcal{M}$ in each round. The set of matrices $mathcal{M}$ is fixed in each sequence of games. The matrix to use in the next round depends on the matrix is being used and the decision of players in the current round. We regard the row player as the learner and his goal is to minimize his loss in the sequence of games. In this paper, we particularly concerned with a simple instance with only 2 matrices. We show that directly applying the existing multiplicative weights algorithms or "Follow the perturbed leader" algorithm cannot achieve $o(T)$ regret, where $T$ is the length of the sequence of the games. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Online LearningRepeated GameAlgorithm |
| Paper # | COMP2019-55 |
| Date of Issue | 2020-02-23 (COMP) |
| Conference Information | |
| Committee | COMP |
|---|---|
| Conference Date | 2020/3/1(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | The University of Electro-Communications |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | |
| Chair | Toshihiro Fujito(Toyohashi Univ. of Tech.) |
| Vice Chair | Shinichi Nakano(Gunma Univ.) |
| Secretary | Shinichi Nakano(Kumamoto Univ) |
| Assistant | Kazuhisa Seto(Seikei Univ.) |
| Paper Information | |
| Registration To | Technical Committee on Theoretical Foundations of Computing |
|---|---|
| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Online Learning for A Repeated Markovian Game with 2 States |
| Sub Title (in English) | |
| Keyword(1) | Online LearningRepeated GameAlgorithm |
| 1st Author's Name | Shangtong Wang |
| 1st Author's Affiliation | Kyushu University(Kyushu Univ.) |
| 2nd Author's Name | Shuji Kijima |
| 2nd Author's Affiliation | Kyushu University(Kyushu Univ.) |
| Date | 2020-03-01 |
| Paper # | COMP2019-55 |
| Volume (vol) | vol.119 |
| Number (no) | COMP-433 |
| Page | pp.pp.65-68(COMP), |
| #Pages | 4 |
| Date of Issue | 2020-02-23 (COMP) |